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Model selection and estimation in high dimensional regression models with group SCAD

Xiao Guo, Hai Zhang, Yao Wang, Jiang-lun Wu Orcid Logo

Statistics & Probability Letters, Volume: 103, Pages: 86 - 92

Swansea University Author: Jiang-lun Wu Orcid Logo

DOI (Published version): 10.1016/j.spl.2015.04.017

Abstract

In this paper, we study the oracle property of the group SCAD under high dimensional settings where the number of groups can grow at a certain polynomial rate. Numerical studies are presented to demonstrate the merit of the group SCAD.

Published in: Statistics & Probability Letters
Published: 2015
Online Access: http://www.ams.org/leavingmsn?url=http://dx.doi.org/10.1016/j.spl.2015.04.017
URI: https://cronfa.swan.ac.uk/Record/cronfa22316
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first_indexed 2015-07-09T02:07:16Z
last_indexed 2018-02-09T05:00:38Z
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spelling 2017-08-02T11:33:50.2164472 v2 22316 2015-07-08 Model selection and estimation in high dimensional regression models with group SCAD dbd67e30d59b0f32592b15b5705af885 0000-0003-4568-7013 Jiang-lun Wu Jiang-lun Wu true false 2015-07-08 SMA In this paper, we study the oracle property of the group SCAD under high dimensional settings where the number of groups can grow at a certain polynomial rate. Numerical studies are presented to demonstrate the merit of the group SCAD. Journal Article Statistics & Probability Letters 103 86 92 Group selection; high dimension, oracle property, group SCAD, sparsity. 31 12 2015 2015-12-31 10.1016/j.spl.2015.04.017 http://www.ams.org/leavingmsn?url=http://dx.doi.org/10.1016/j.spl.2015.04.017 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2017-08-02T11:33:50.2164472 2015-07-08T09:28:44.1794989 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Xiao Guo 1 Hai Zhang 2 Yao Wang 3 Jiang-lun Wu 0000-0003-4568-7013 4 0022316-22022017111611.pdf GuoZhangWangWu.pdf 2017-02-22T11:16:11.4000000 Output 368354 application/pdf Accepted Manuscript true 2017-02-22T00:00:00.0000000 false eng
title Model selection and estimation in high dimensional regression models with group SCAD
spellingShingle Model selection and estimation in high dimensional regression models with group SCAD
Jiang-lun Wu
title_short Model selection and estimation in high dimensional regression models with group SCAD
title_full Model selection and estimation in high dimensional regression models with group SCAD
title_fullStr Model selection and estimation in high dimensional regression models with group SCAD
title_full_unstemmed Model selection and estimation in high dimensional regression models with group SCAD
title_sort Model selection and estimation in high dimensional regression models with group SCAD
author_id_str_mv dbd67e30d59b0f32592b15b5705af885
author_id_fullname_str_mv dbd67e30d59b0f32592b15b5705af885_***_Jiang-lun Wu
author Jiang-lun Wu
author2 Xiao Guo
Hai Zhang
Yao Wang
Jiang-lun Wu
format Journal article
container_title Statistics & Probability Letters
container_volume 103
container_start_page 86
publishDate 2015
institution Swansea University
doi_str_mv 10.1016/j.spl.2015.04.017
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
url http://www.ams.org/leavingmsn?url=http://dx.doi.org/10.1016/j.spl.2015.04.017
document_store_str 1
active_str 0
description In this paper, we study the oracle property of the group SCAD under high dimensional settings where the number of groups can grow at a certain polynomial rate. Numerical studies are presented to demonstrate the merit of the group SCAD.
published_date 2015-12-31T03:26:33Z
_version_ 1763750962735874048
score 11.035634

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